Español ES
Ver en GitHub

eInTradePanel Strategy

The eInTradePanel strategy automates the workflow of the original MetaTrader trade panel. It allows the same eight order modes (market, stop, limit and stop-limit in both directions) while automatically computing trigger, entry, stop-loss and take-profit distances from the current spread and a volatility-sensitive ATR estimate. Protective orders are simulated through candle monitoring so the strategy can be used with data vendors that do not support attached SL/TP orders.

Highlights

  • Order modes – choose between Buy, Sell, Buy/Sell Stop, Buy/Sell Limit or Buy/Sell Stop-Limit. Stop-limit orders are armed once price reaches the trigger distance and then submit the limit entry.
  • Dynamic distances – pending levels, triggers, stops and targets are proportional to the larger of the current spread or an ATR-derived synthetic spread (ATR × AtrFactor). When ATR is not ready, a configurable base tick distance is used.
  • Volatility adaptation – ATR length follows the original panel (55) so offsets react to regime changes without extra tuning.
  • Order expiration – optional cancellation window with minimum lifetime enforcement (default 11 minutes) keeps stale pending orders off the book.
  • Risk management – every open position is watched on each closed candle; if the high/low pierces the computed stop or target the position is closed at market.
  • Quote awareness – the strategy subscribes to the order book to obtain best bid/ask prices for more accurate offset calculations, falling back to candle closes when depth is unavailable.

Parameters

Name Description
Volume Order size used for all entries.
Mode Entry mode (market, stop, limit or stop-limit).
Candle Type Aggregation used for ATR and candle-based execution checks.
Base Ticks Minimum tick distance when ATR data is not available.
Pending Multiplier Multiplier applied to the base tick distance for pending order offsets.
Trigger Multiplier Additional multiplier for stop-limit trigger distances.
Stop Multiplier Multiplier for stop-loss distance (set to 0 to disable).
Take Multiplier Multiplier for take-profit distance (set to 0 to disable).
Use ATR Enables ATR-based scaling of all distances.
ATR Factor Fraction of ATR treated as synthetic spread when scaling.
Expiration Minutes until pending orders are cancelled (0 keeps them GTC).
Min Expiration Minimum pending lifetime in minutes, mirroring the panel's guardrail.

Trading Logic

  1. Data preparation – the strategy subscribes to the configured candle type and keeps a 55-period ATR updated. Order book snapshots update the last seen bid/ask.
  2. Distance calculation – every finished candle recomputes base tick distance from ATR and spread, then derives pending, trigger, stop and take-profit prices according to the selected mode.
  3. Order submission –
    • Market modes execute immediately at the next finished candle while the strategy is flat.
    • Stop and limit modes place the corresponding pending order and optionally cancel it after the expiration window.
    • Stop-limit modes wait until the trigger price is printed by the candle high/low, then submit the limit entry.
  4. Position supervision – once a position is open the strategy checks completed candles for stop or target breaches and closes the position at market if either level is violated.
  5. State reset – when the strategy is flat and no order is active it recomputes levels so a new trade can be staged on the next candle.

The approach mirrors the manual panel while remaining compatible with the StockSharp high-level API and asynchronous order flow.

using System;
using System.Collections.Generic;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// EInTradePanel strategy. Uses ATR breakout for entries.
/// </summary>
public class EInTradePanelStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<decimal> _multiplier;
	private decimal? _prevClose;
	private decimal? _prevAtr;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
	public decimal Multiplier { get => _multiplier.Value; set => _multiplier.Value = value; }

	public EInTradePanelStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame()).SetDisplay("Candle Type", "Timeframe", "General");
		_atrPeriod = Param(nameof(AtrPeriod), 14).SetGreaterThanZero().SetDisplay("ATR Period", "ATR lookback", "Indicators");
		_multiplier = Param(nameof(Multiplier), 1.5m).SetDisplay("Multiplier", "ATR multiplier for breakout", "Indicators");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevClose = null;
		_prevAtr = null;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevClose = null; _prevAtr = null;
		var atr = new AverageTrueRange { Length = AtrPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(atr, ProcessCandle).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, subscription); DrawIndicator(area, atr); DrawOwnTrades(area); }
	}

	private void ProcessCandle(ICandleMessage candle, decimal atrVal)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!IsFormedAndOnlineAndAllowTrading()) { _prevClose = candle.ClosePrice; _prevAtr = atrVal; return; }
		if (_prevClose == null || _prevAtr == null) { _prevClose = candle.ClosePrice; _prevAtr = atrVal; return; }
		var threshold = _prevAtr.Value * Multiplier;
		var diff = candle.ClosePrice - _prevClose.Value;
		if (diff > threshold && Position <= 0) { if (Position < 0) BuyMarket(); BuyMarket(); }
		else if (diff < -threshold && Position >= 0) { if (Position > 0) SellMarket(); SellMarket(); }
		_prevClose = candle.ClosePrice; _prevAtr = atrVal;
	}
}